+346.8%
MTZ vs ALLY
+101.5%
+245.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.3% | -3.8% | -4.5% |
| 7D | -10.6% | -1.1% | -9.5% | -10.6% |
| 30D | -30.4% | +4.2% | -34.6% | -32.2% |
| 3M | -40.4% | -12.4% | -28.0% | -37.0% |
| 6M | -63.7% | -8.7% | -55.0% | -62.4% |
| YTD | -26.9% | -11.6% | -15.2% | -23.8% |
| 1Y | -20.2% | +0.2% | -20.3% | -21.9% |
| 3Y | +208.1% | +57.1% | +151.1% | +131.9% |
| 5Y | +69.4% | -6.8% | +76.2% | +55.9% |
| 10Y | +440.6% | +200.4% | +240.3% | +124.5% |
| All | +346.8% | +101.5% | +245.3% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling